Columbia Adaptive Risk Fund Market Value
| CRACX Fund | USD 9.02 0.06 0.67% |
| Symbol | Columbia |
Columbia Adaptive 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Columbia Adaptive's mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Columbia Adaptive.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Columbia Adaptive on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Columbia Adaptive Risk or generate 0.0% return on investment in Columbia Adaptive over 90 days. Columbia Adaptive is related to or competes with Transamerica Cleartrack, Retirement Living, Target Retirement, Franklin Lifesmart, Dimensional Retirement, and Jp Morgan. Under normal circumstances, the fund pursues its investment objective by allocating portfolio risk across multiple asset... More
Columbia Adaptive Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Columbia Adaptive's mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Columbia Adaptive Risk upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0975 | |||
| Maximum Drawdown | 2.61 | |||
| Value At Risk | (0.88) | |||
| Potential Upside | 0.6696 |
Columbia Adaptive Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Columbia Adaptive's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Columbia Adaptive's standard deviation. In reality, there are many statistical measures that can use Columbia Adaptive historical prices to predict the future Columbia Adaptive's volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | 0.011 | |||
| Treynor Ratio | (0.16) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Columbia Adaptive's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Columbia Adaptive Risk Backtested Returns
Columbia Adaptive Risk secures Sharpe Ratio (or Efficiency) of -0.0473, which signifies that the fund had a -0.0473 % return per unit of risk over the last 3 months. Columbia Adaptive Risk exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Columbia Adaptive's Mean Deviation of 0.3846, standard deviation of 0.5387, and Risk Adjusted Performance of (0.08) to double-check the risk estimate we provide. The fund shows a Beta (market volatility) of 0.35, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Columbia Adaptive's returns are expected to increase less than the market. However, during the bear market, the loss of holding Columbia Adaptive is expected to be smaller as well.
Auto-correlation | -0.71 |
Almost perfect reverse predictability
Columbia Adaptive Risk has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Columbia Adaptive time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th of March 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Columbia Adaptive Risk price movement. The serial correlation of -0.71 indicates that around 71.0% of current Columbia Adaptive price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.71 | |
| Spearman Rank Test | 0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Columbia Adaptive Risk lagged returns against current returns
Autocorrelation, which is Columbia Adaptive mutual fund's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Columbia Adaptive's mutual fund expected returns. We can calculate the autocorrelation of Columbia Adaptive returns to help us make a trade decision. For example, suppose you find that Columbia Adaptive has exhibited high autocorrelation historically, and you observe that the mutual fund is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Columbia Adaptive regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Columbia Adaptive mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Columbia Adaptive mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Columbia Adaptive mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Columbia Adaptive Lagged Returns
When evaluating Columbia Adaptive's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Columbia Adaptive mutual fund have on its future price. Columbia Adaptive autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Columbia Adaptive autocorrelation shows the relationship between Columbia Adaptive mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Columbia Adaptive Risk.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Columbia Mutual Fund
Columbia Adaptive financial ratios help investors to determine whether Columbia Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Columbia with respect to the benefits of owning Columbia Adaptive security.
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